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~subject:"Prognoseverfahren"
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Prognoseverfahren
Risikomaß
7,461
Risk measure
7,435
Theorie
3,618
Theory
3,573
Portfolio-Management
2,721
Portfolio selection
2,703
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2,281
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2,244
Risk
2,078
Risiko
2,076
Messung
1,170
Measurement
1,149
Statistische Verteilung
1,120
Statistical distribution
1,112
Schätzung
1,109
Estimation
1,093
ARCH-Modell
1,027
ARCH model
1,017
Volatility
975
Volatilität
967
Forecasting model
902
Value-at-Risk
771
Kapitaleinkommen
765
Capital income
763
Value at Risk
658
Kreditrisiko
638
Credit risk
620
Bankrisiko
563
Bank risk
560
Basel Accord
519
Basler Akkord
505
Outliers
493
Ausreißer
491
Schätztheorie
488
Estimation theory
484
Financial crisis
473
Finanzkrise
467
Multivariate Verteilung
457
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362
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552
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Non-commercial literature
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899
German
11
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McAleer, Michael
43
Pérez Amaral, Teodosio
15
Jiménez-Martín, Juan-Ángel
12
Dionne, Georges
11
Hoogerheide, Lennart
11
Allen, David E.
10
Chlebus, Marcin
10
Gerlach, Richard
10
Weiß, Gregor
10
Wied, Dominik
10
Hoogerheide, Lennart F.
9
Lönnbark, Carl
9
Paolella, Marc S.
9
Polanski, Arnold
9
Stoja, Evarist
9
Taylor, James W.
9
Asai, Manabu
8
Caporin, Massimiliano
8
Chen, Cathy W. S.
8
Dijk, Herman K. van
8
Dimitriadis, Timo
8
Ardia, David
7
Berens, Tobias
7
Degiannakis, Stavros
7
Gupta, Rangan
7
Hassani, Samir Saissi
7
Marcellino, Massimiliano
7
Scharth, Marcel
7
Trojani, Fabio
7
Wang, Chao
7
Ziggel, Daniel
7
Carriero, Andrea
6
Clark, Todd E.
6
Degiannakis, Stavros Antonios
6
Ganics, Gergely
6
Herrera, Rodrigo
6
McNeil, Alexander J.
6
Mittnik, Stefan
6
Patton, Andrew J.
6
Rossi, Barbara
6
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Federal Reserve Bank of San Francisco
2
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Berliner Wissenschafts-Verlag
1
Boston College / Department of Economics
1
Christian-Albrechts-Universität zu Kiel
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Instituto Valenciano de Investigaciones Económicas
1
National Bureau of Economic Research
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
University of Canterbury / Dept. of Economics and Finance
1
University of Strathclyde / Department of Economics
1
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International journal of forecasting
49
Journal of forecasting
33
Finance research letters
23
Discussion paper / Tinbergen Institute
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of empirical finance
16
International review of financial analysis
14
Journal of banking & finance
14
Risks : open access journal
14
The journal of risk model validation
14
Journal of risk
12
The North American journal of economics and finance : a journal of financial economics studies
12
Econometric Institute research papers
11
Journal of financial econometrics
11
Computational economics
10
Energy economics
10
Quantitative finance
10
Applied economics
9
Journal of risk and financial management : JRFM
8
Working paper
8
Applied economics letters
7
Economic modelling
7
Journal of economic dynamics & control
7
The European journal of finance
7
Working papers
7
CFS working paper series
6
European journal of operational research : EJOR
6
International review of economics & finance : IREF
6
Journal of econometrics
6
Journal of risk management in financial institutions
6
Discussion papers / CEPR
5
Research paper series / Swiss Finance Institute
5
Tinbergen Institute Discussion Paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of commodity markets
4
Pacific-Basin finance journal
4
Research in international business and finance
4
SFB 649 discussion paper
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Annals of financial economics
3
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ECONIS (ZBW)
902
EconStor
8
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Value-at-Risk
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
3
Multivariate spectral backtests of forecast distributions under unknown dependencies
Balter, Janine
;
McNeil, Alexander J.
- In:
Risks : open access journal
12
(
2024
)
1
,
pp. 1-15
-desk
value-at-risk
(VaR) backtest as a special case. The spectral tests make use of realised probability integral transform …
Persistent link: https://www.econbiz.de/10014480976
Saved in:
4
Good risk measures, bad statistical assumptions, ugly risk forecasts
Michaelides, Michael
;
Poudyal, Niraj
- In:
The financial review : the official publication of the …
59
(
2024
)
2
,
pp. 519-543
Persistent link: https://www.econbiz.de/10014543997
Saved in:
5
Estimating
Value
at
Risk
and expected shortfall : a Kalman filter approach
Lecq, Max van der
;
Van Vuuren, Gary
- In:
International journal of economics and financial issues …
14
(
2024
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014567063
Saved in:
6
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
7
Forecasting VaR and ES by using deep quantile regression, GANs-based scenario generation, and heterogeneous market hypothesis
Wang, Jianzhou
;
Wang, Shuai
;
Lv, Mengzheng
;
Jiang, He
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-35
Value
at
risk
(VaR) and expected shortfall (ES) have emerged as standard measures for detecting the market risk of …
Persistent link: https://www.econbiz.de/10014530222
Saved in:
8
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
9
Value-at-risk
under measurement error
Doukali, Mohamed
;
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 690-713
Persistent link: https://www.econbiz.de/10014543504
Saved in:
10
Daily growth at risk : financial or real drivers? : the answer is not always the same
Chuliá, Helena
;
Garron, Ignacio
;
Uribe, Jorge
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 762-776
Persistent link: https://www.econbiz.de/10014547204
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